That breaks my heart. As I'm sure it does yours. Have you told him how you spend your day? I used to make up really boring things like "Waited in line at the post office/bank etc" or "I cleaned the Bathroom" etc. This way DS didn't think he was missing out. I also would make sure I socialised with the other children as it teaches them how to as well ie. "That's a cool shirt." or "What did you do on the weekend?" Or "Do you know DS likes xxx." The other kids like it when adults include them and it helps break the ice for your kids. Another thing is to give him something special to hold onto. Buy a blank key and say it's a special key for xyz, tell him you're worried you might lose it and you know how good he is at looking after things and could he keep it safe for you whilst you "Insert boring activity in here". Tie it to a piece of rope and attach it to something or pop it in his pocket. Once they have a sense of responsibility or control in that situation it does help. If you aren't time poor maybe say to him you are going to take him late today so that you can have morning tea together so you don't have to do xyz and you can spend time with him. Get to know the children's names and ask him about those kids, talk about what stories he has been reading or how big the train track was etc. And next time you go to the fridge tell him you need a new painting/drawing etc and that xyz (aunt/uncle/grandparent) was commenting on how good their work is and they really want one too etc. Another tip is so that he has an idea of what time you'll be there so we say "After story time I'll be there to pick you up." And if you're still finding it hard let him stay home for a day so that you can do the boring chores and show him how boring it is on those days

Obviously when working it's harder to do these things but if you're at home it helps him to understand that he's actually going to go and have fun.

Engaging with his social group really does help because it enables him to see how they converse through you, and on the off chance it is related to shyness this will help a lot.

Another option is (not sure if it's something you could do being pg) but see if some of the other kids that he plays with have days where they are at home and see if one of the parents would like a playdate, often when kids have friends over in their own territory this helps and it also helps with one on one relating that sometimes kids need.

And another big thing would be is to make sure you have mummy dates with him. Tell him it's something you get to do special with him because now he's a big boy and goes to "School" and you miss that. Even if it's just to the park or to the milk bar to get an icy pole the fact that he is with you on his own will help, especially if he thinks that his sister gets to be with you when he doesn't (this happened with DD when DS was little). But that also might not be a problem either.

Kids go through periods of anxiety just like we do, and sometimes its just a matter of feeling heard. I was told once by a wise woman is that one of the biggest mistakes we make with our kids is that we dismiss their feelings because to us it seems trivial or there can be no alternative. Yet we as adults vent often and would be quite upset if all we got way "Oh don't worry about it, you'll be fine" or "You're being very silly". And since then I've made a concerted effort to ensure that even if I can't change it I listen and acknowledge, because sometimes that's all they want.

(sorry for blabbing I know this is a very jumbled post).